Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 6.88% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,075 CHF | 9,721 CHF | 99.62% | 99.62% |
12/07/2024 | 5.81% | 0.38 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,497 CHF | 10,066 CHF | 98.69% | 98.69% |
11/07/2024 | 6.67% | 0.38 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,095 CHF | 9,722 CHF | 99.08% | 99.08% |
10/07/2024 | 5.71% | 0.38 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,393 CHF | 9,946 CHF | 100.00% | 100.00% |
09/07/2024 | 6.46% | 0.38 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,158 CHF | 9,769 CHF | 100.00% | 100.00% |
08/07/2024 | 7.26% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,511 CHF | 9,151 CHF | 99.98% | 99.98% |
05/07/2024 | 7.70% | 0.33 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,799 CHF | 8,421 CHF | 95.39% | 95.39% |
04/07/2024 | 8.60% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,018 CHF | 7,639 CHF | 97.88% | 97.88% |
03/07/2024 | 8.65% | 0.16 CHF | 0.17 CHF | 320,000 | 50,000 | 321,978 | 50,000 | 50,906 CHF | 8,624 CHF | 90.28% | 90.28% |
02/07/2024 | 8.33% | 0.16 CHF | 0.17 CHF | 340,000 | 50,000 | 357,720 | 50,000 | 49,705 CHF | 7,559 CHF | 83.13% | 83.13% |